A note on compound generalized distributions

DOI10.1080/03461238.1993.10413913zbMath0779.62097OpenAlexW2053069970MaRDI QIDQ3142174

Marc J. Goovaerts, B. M. Kling

Publication date: 19 January 1994

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1993.10413913

zbMATH Keywords

recursionscompound distributionsPanjer recursiongeneralized Poissongeneralized negative binomialmodified power series distributionscollective modelsclaim number distributionslogarithmic distributionstotal claim probabilities

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15)

Related Items (8)

A family of discrete distributions ⋮ A Note on Compound Generalized Distributions: A Comment on the Article by B. Kling and M. Goovaerts ⋮ Recursive evaluation of aggregate claims distributions. ⋮ On the Lagrangian Katz family of distributions as a claim frequency model ⋮ A reaction to compound generalized recursions ⋮ Asymptotic estimates of insurance tarifs in the individual risk model ⋮ Mixed Poisson Distributions ⋮ On approximating distributions by approximating their De Pril transforms

Cites Work

• From the generalized gamma to the generalized negative binomial distribution
• Moments of Certain Series Distributions and Their Applications
• On a family of counting distributions and recursions for related compound distributions

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